VER: Release 0.44.0

CHANGELOG.md

@@ -1,5 +1,13 @@
 # Changelog
 
+## 0.44.0 - 2025-11-18
+
+### Enhancements
+- Added logic to set `code` when upgrading version 1 `SystemMsg` to newer versions
+
+### Bug fixes
+- Added missing `<cstddef>` include to `constants.hpp` (credit: @ognian-)
+
 ## 0.43.0 - 2025-10-21
 
 ### Enhancements

CMakeLists.txt

@@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.24..4.0)
 
 project(
   databento
-  VERSION 0.43.0
+  VERSION 0.44.0
   LANGUAGES CXX
   DESCRIPTION "Official Databento client library"
 )

include/databento/constants.hpp

@@ -1,5 +1,6 @@
 #pragma once
 
+#include <cstddef>
 #include <cstdint>
 #include <limits>
 

include/databento/enums.hpp

@@ -555,7 +555,7 @@ namespace trading_event {
 enum TradingEvent : std::uint16_t {
   // No additional information given.
   None = 0,
-  // Order entry and modification are not allowed.
+  // Order entry is allowed. Modification and cancellation are not allowed.
   NoCancel = 1,
   // A change of trading session occurred. Daily statistics are reset.
   ChangeTradingSession = 2,
@@ -633,7 +633,8 @@ enum SystemCode : std::uint8_t {
   // given timestamp.
   EndOfInterval = 4,
   // No system code was specified or this record was upgraded from a version 1 struct
-  // where the code field didn't exist.
+  // where
+  // the code field didn't exist.
   Unset = 255,
 };
 }  // namespace system_code

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <support@databento.com>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.43.0
+pkgver=0.44.0
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')

src/v1.cpp

@@ -1,8 +1,10 @@
 #include "databento/v1.hpp"
 
 #include <algorithm>  // copy
+#include <cstddef>    // size_t
 #include <cstdint>
-#include <limits>  // numeric_limits
+#include <cstring>  // strlen, strncmp
+#include <limits>   // numeric_limits
 
 #include "databento/enums.hpp"
 #include "databento/pretty.hpp"  // Px
@@ -239,8 +241,35 @@ v2::SystemMsg SystemMsg::ToV2() const {
       RecordHeader{sizeof(v2::SystemMsg) / RecordHeader::kLengthMultiplier,
                    RType::System, hd.publisher_id, hd.instrument_id, hd.ts_event},
       {},
-      IsHeartbeat() ? SystemCode::Heartbeat : SystemCode::Unset};
+      SystemCode::Unset};
   std::copy(msg.begin(), msg.end(), ret.msg.begin());
+  // No standardized strnlen
+  const auto null_it = std::find(msg.begin(), msg.end(), '\0');
+  if (null_it != msg.end()) {
+    constexpr auto kEndOfInterval = "End of interval for ";
+    constexpr auto kSubAckStart = "Subscription request ";
+    constexpr auto kSubAckEnd = " succeeded";
+    constexpr auto kSlowReader = "Warning: slow reading";
+    constexpr auto kFinishedStart = "Finished ";
+    constexpr auto kFinishedEnd = " replay";
+
+    const auto msg_len = static_cast<std::size_t>(null_it - msg.begin());
+    if (IsHeartbeat()) {
+      ret.code = SystemCode::Heartbeat;
+    } else if (std::strncmp(Msg(), kEndOfInterval, std::strlen(kEndOfInterval)) == 0) {
+      ret.code = SystemCode::EndOfInterval;
+    } else if (std::strncmp(Msg(), kSubAckStart, std::strlen(kSubAckStart)) == 0 &&
+               std::strncmp(&Msg()[msg_len - std::strlen(kSubAckEnd)], kSubAckEnd,
+                            std::strlen(kSubAckEnd)) == 0) {
+      ret.code = SystemCode::SubscriptionAck;
+    } else if (std::strncmp(Msg(), kSlowReader, std::strlen(kSlowReader)) == 0) {
+      ret.code = SystemCode::SlowReaderWarning;
+    } else if (std::strncmp(Msg(), kFinishedStart, std::strlen(kFinishedStart)) == 0 &&
+               std::strncmp(&Msg()[msg_len - std::strlen(kFinishedEnd)], kFinishedEnd,
+                            std::strlen(kFinishedEnd)) == 0) {
+      ret.code = SystemCode::ReplayCompleted;
+    }
+  }
   return ret;
 }
 

tests/CMakeLists.txt

@@ -52,6 +52,7 @@ set(
   src/symbol_map_tests.cpp
   src/symbology_tests.cpp
   src/tcp_client_tests.cpp
+  src/v1_tests.cpp
   src/zstd_stream_tests.cpp
 )
 add_executable(${PROJECT_NAME} ${test_headers} ${test_sources})

tests/src/v1_tests.cpp

@@ -0,0 +1,42 @@
+#include <gtest/gtest.h>
+
+#include <cstring>  // strcpy
+
+#include "databento/enums.hpp"
+#include "databento/record.hpp"
+#include "databento/v1.hpp"
+
+namespace databento::v1::tests {
+TEST(V1Tests, TestSystemMsgCodeUpgrade) {
+  v1::SystemMsg target{
+      RecordHeader{sizeof(v1::SystemMsg) / RecordHeader::kLengthMultiplier,
+                   RType::System,
+                   0,
+                   0,
+                   {}}};
+  std::strcpy(target.msg.data(), "Heartbeat");
+  const auto res1 = target.ToV2();
+  EXPECT_EQ(res1.code, SystemCode::Heartbeat);
+
+  target.msg = {};
+  std::strcpy(target.msg.data(), "End of interval for bbo-1s");
+  const auto res2 = target.ToV2();
+  EXPECT_EQ(res2.code, SystemCode::EndOfInterval);
+
+  target.msg = {};
+  std::strcpy(target.msg.data(), "Subscription request 5 for mbo data succeeded");
+  const auto res3 = target.ToV2();
+  EXPECT_EQ(res3.code, SystemCode::SubscriptionAck);
+
+  target.msg = {};
+  std::strcpy(target.msg.data(),
+              "Warning: slow reading, not keeping pace with cbbo-1s data");
+  const auto res4 = target.ToV2();
+  EXPECT_EQ(res4.code, SystemCode::SlowReaderWarning);
+
+  target.msg = {};
+  std::strcpy(target.msg.data(), "Finished ohlcv-1s replay");
+  const auto res5 = target.ToV2();
+  EXPECT_EQ(res5.code, SystemCode::ReplayCompleted);
+}
+}  // namespace databento::v1::tests